Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 100.937861512697 -0.903708260706107X[t] + 1.14037328685191M1[t] + 0.906224956423668M2[t] + 1.38222495642367M3[t] + 0.661557469496567M4[t] + 0.667483304282443M5[t] + 0.721112478211832M6[t] + 1.2433349738542M7[t] -0.0611100174305318M8[t] + 1.31674165214122M9[t] + 1.44651915649886M10[t] -0.0594808435011405M11[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	100.937861512697	0.503342	200.5355	0	0
X	-0.903708260706107	0.09529	-9.4837	0	0
M1	1.14037328685191	0.654832	1.7415	0.088143	0.044071
M2	0.906224956423668	0.654488	1.3846	0.172703	0.086352
M3	1.38222495642367	0.654488	2.1119	0.040037	0.020018
M4	0.661557469496567	0.653213	1.0128	0.316353	0.158177
M5	0.667483304282443	0.653099	1.022	0.312001	0.156001
M6	0.721112478211832	0.652612	1.105	0.2748	0.1374
M7	1.2433349738542	0.652887	1.9044	0.062994	0.031497
M8	-0.0611100174305318	0.652387	-0.0937	0.925768	0.462884
M9	1.31674165214122	0.652264	2.0187	0.049242	0.024621
M10	1.44651915649886	0.652122	2.2182	0.031412	0.015706
M11	-0.0594808435011405	0.652122	-0.0912	0.927712	0.463856

Multiple Linear Regression - Regression Statistics
Multiple R	0.828776724306222
R-squared	0.68687085875175
Adjusted R-squared	0.606922992901134
F-TEST (value)	8.5914846061704
F-TEST (DF numerator)	12
F-TEST (DF denominator)	47
p-value	2.56587797675678e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	1.03087971742847
Sum Squared Residuals	49.9475106148534

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	100.03	100.270818278137	-0.24081827813664
2	100.25	100.217411599850	0.0325884001503753
3	99.6	99.880074165214	-0.280074165214128
4	100.16	99.5208899825695	0.639110017430531
5	100.49	99.8882991216378	0.60170087836221
6	99.72	99.8515574694966	-0.131557469496564
7	100.14	100.102667486927	0.0373325130729031
8	98.48	98.3463683652893	0.133631634710691
9	100.38	100.085703339144	0.294296660856486
10	101.45	100.305851669572	1.14414833042825
11	98.42	98.4383683652893	-0.0183683652893126
12	98.6	98.4978492087905	0.102150791209539
13	100.06	99.4574808435011	0.602519156498856
14	98.62	99.1329616870023	-0.512961687002286
15	100.84	100.331928295567	0.508071704432827
16	100.02	99.5208899825695	0.499110017430531
17	97.95	99.0749616870023	-1.12496168700228
18	98.32	99.1285908609317	-0.808590860931683
19	98.27	99.650813356574	-1.38081335657405
20	97.22	98.888593321713	-1.66859332171298
21	99.28	99.9049616870023	-0.624961687002287
22	100.38	99.8539975392187	0.526002460781295
23	99.02	98.6191100174305	0.40088998256946
24	100.32	98.7689616870023	1.55103831299771
25	99.81	99.9997057999248	-0.189705799924808
26	100.6	100.127040773779	0.472959226220986
27	101.19	100.783782425920	0.406217574079767
28	100.47	99.7920024607813	0.677997539218702
29	101.77	99.7075574694966	2.06244253050343
30	102.32	100.122669947708	2.1973300522916
31	102.39	100.554521617280	1.83547838271985
32	101.16	99.2500766259954	1.90992337400458
33	100.63	100.627928295567	0.00207170443282080
34	101.48	101.209559930278	0.270440069722142
35	101.44	99.7035599302779	1.73644006972213
36	100.09	99.763040773779	0.326959226220998
37	100.7	100.993784886702	-0.293784886701526
38	100.78	100.578894904132	0.201105095867939
39	99.81	100.331928295567	-0.521928295567174
40	98.45	98.9786650261458	-0.528665026145798
41	98.49	98.8038492087905	-0.31384920879046
42	97.48	98.4959950784374	-1.01599507843740
43	97.91	98.9278467480092	-1.01784674800916
44	96.94	96.9004351481595	0.0395648518404578
45	98.53	98.5493992959431	-0.0193992959431265
46	96.82	97.7754685395947	-0.95546853959466
47	95.76	95.6368727571004	0.123127242899625
48	95.27	95.605982774531	-0.335982774530914
49	97.32	97.1982101917359	0.121789808264117
50	96.68	96.873691035237	-0.193691035237014
51	97.87	97.9822868177313	-0.112286817731292
52	97.42	98.707552547934	-1.28755254793397
53	97.94	99.1653325130729	-1.2253325130729
54	99.52	99.761186643426	-0.241186643425955
55	100.99	100.464150791210	0.525849208790454
56	99.92	100.334526538843	-0.414526538842747
57	101.97	101.622007382344	0.347992617656106
58	101.58	102.565122321337	-0.985122321337025
59	99.54	101.782088929902	-2.24208892990191
60	100.83	102.474165555897	-1.64416555589733

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.093377256290533	0.186754512581066	0.906622743709467
17	0.128343192461834	0.256686384923668	0.871656807538166
18	0.0609806336679589	0.121961267335918	0.93901936633204
19	0.05667594053722	0.11335188107444	0.94332405946278
20	0.167555224161334	0.335110448322668	0.832444775838666
21	0.119938374781386	0.239876749562772	0.880061625218614
22	0.0757757315049425	0.151551463009885	0.924224268495057
23	0.0432512796556601	0.0865025593113203	0.95674872034434
24	0.0527618225758892	0.105523645151778	0.94723817742411
25	0.0312898219827941	0.0625796439655881	0.968710178017206
26	0.0178183108396721	0.0356366216793442	0.982181689160328
27	0.00945218629562	0.01890437259124	0.99054781370438
28	0.00591539844874431	0.0118307968974886	0.994084601551256
29	0.0471966389344575	0.094393277868915	0.952803361065543
30	0.181854678661941	0.363709357323881	0.81814532133806
31	0.301158267732361	0.602316535464722	0.698841732267639
32	0.473421265777375	0.94684253155475	0.526578734222624
33	0.39652107770793	0.79304215541586	0.60347892229207
34	0.493648509761575	0.98729701952315	0.506351490238425
35	0.831659113601575	0.33668177279685	0.168340886398425
36	0.899017117404902	0.201965765190196	0.100982882595098
37	0.861632025541726	0.276735948916549	0.138367974458274
38	0.830357879625222	0.339284240749556	0.169642120374778
39	0.751528170692735	0.49694365861453	0.248471829307265
40	0.691369985331837	0.617260029336326	0.308630014668163
41	0.620353882613647	0.759292234772705	0.379646117386353
42	0.559848203396805	0.88030359320639	0.440151796603195
43	0.732549255768553	0.534901488462894	0.267450744231447
44	0.591623034770257	0.816753930459486	0.408376965229743

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	0	0	OK
5% type I error level	3	0.103448275862069	NOK
10% type I error level	6	0.206896551724138	NOK